+61.1%
ENB vs SITM
+187.3%
-126.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.2% |
| 7D | -4.7% | +3.9% | -8.5% | -4.8% |
| 30D | -5.9% | -6.6% | +0.7% | -5.7% |
| 3M | -14.2% | -11.9% | -2.4% | -14.2% |
| 6M | -8.6% | +81.1% | -89.7% | -12.5% |
| YTD | +3.9% | +80.0% | -76.1% | -0.8% |
| 1Y | +1.8% | +145.8% | -144.0% | -5.0% |
| 3Y | +68.5% | +475.9% | -407.4% | +42.4% |
| All | +61.1% | +187.3% | -126.2% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling